+82.1%
RIOT vs CHRW
+80.1%
+2.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | +20.8% | +4.7% | +16.1% | +19.7% |
| 30D | +7.0% | -2.6% | +9.6% | +7.2% |
| 3M | -12.3% | -8.0% | -4.3% | -11.5% |
| 6M | -27.3% | -19.0% | -8.2% | -26.3% |
| YTD | +40.7% | -15.5% | +56.2% | +38.8% |
| 1Y | +15.3% | -10.8% | +26.1% | +11.9% |
| All | +82.1% | +80.1% | +2.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling